+3,851.1%
FICO vs BAH
+886.2%
+2,964.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.1% |
| 7D | -19.2% | -3.2% | -15.9% | -18.0% |
| 30D | -14.6% | +2.0% | -16.6% | -15.2% |
| 3M | -20.1% | -7.6% | -12.5% | -17.9% |
| 6M | -36.3% | -5.7% | -30.6% | -34.9% |
| YTD | -44.9% | -11.7% | -33.1% | -42.7% |
| 1Y | -38.6% | -27.4% | -11.3% | -31.8% |
| 3Y | +4.0% | -32.5% | +36.5% | +12.4% |
| 5Y | +99.5% | -3.3% | +102.9% | +78.4% |
| 10Y | +604.7% | +186.0% | +418.7% | +300.5% |
| All | +3,851.1% | +886.2% | +2,964.9% | +1,129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling